It's pretty simple and unless the site uses some very specific "DW 8 Only" coding, it should work without a hitch.

If the site is on a server, and you don't have a local copy...

1. Go to Site > New Site

2. Enter a name and http address if you want

3. Hit Next, twice

4. Either create a new folder now, or browse to one you have

5. Hit Next

6. Enter your FTP Info

7. Hit Next

8. Hit Done

Now, from the Files tab (which should be empty), connect to your site and click the Get button (down arrow) hit Yes when asked to get entire site.

Your site will be downloaded into the folder by DW.

If you have a local copy on your HD, just browse to that folder in step 4 above (Where on your computer do you want to store your files), then do everything else but the Get procedure and you'll be good to go.